JPMORGAN U.S. QUALITY FACTOR ETF
Symbol: JQUA
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 08/11/2017
Latest date: 15/10/2026
Current price: $75.93
Expense ratio: 0.12%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
3.36%
Ann. -36.55% (Sharpe / Sortino numerator)
Volatility
15.02%
Sharpe ratio
-2.676
VaR 95%
-1.43%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
5.71%
Ann. -8.11% (Sharpe / Sortino numerator)
Volatility
13.01%
Sharpe ratio
-0.902
VaR 95%
-1.40%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
18.30%
Ann. -3.47% (Sharpe / Sortino numerator)
Volatility
12.22%
Sharpe ratio
-0.582
VaR 95%
-1.36%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
23.19%
Ann. 9.56% (Sharpe / Sortino numerator)
Volatility
16.68%
Sharpe ratio
0.356
VaR 95%
-1.42%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
35.78%
Ann. 9.99% (Sharpe / Sortino numerator)
Volatility
14.66%
Sharpe ratio
0.434
VaR 95%
-1.40%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
78.52%
Ann. 15.88% (Sharpe / Sortino numerator)
Volatility
13.57%
Sharpe ratio
0.903
VaR 95%
-1.28%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.086%
Best day
2.39%
Worst day
-2.823%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $74.99 | $75.94 | $74.99 | $75.93 | 1,175,200 |
| 14/10/2026 | $75.39 | $75.52 | $74.90 | $75.11 | 1,225,400 |
| 13/10/2026 | $75.57 | $75.95 | $75.48 | $75.71 | 898,300 |
| 12/10/2026 | $76.01 | $76.06 | $75.67 | $75.73 | 681,100 |
| 09/10/2026 | $75.65 | $75.95 | $75.52 | $75.89 | 409,900 |
| 08/10/2026 | $74.98 | $75.37 | $74.98 | $75.36 | 500,200 |
| 07/10/2026 | $75.06 | $75.30 | $74.92 | $75.16 | 644,800 |
| 06/10/2026 | $75.40 | $75.69 | $75.34 | $75.46 | 785,200 |
| 05/10/2026 | $74.68 | $75.20 | $74.52 | $75.14 | 395,300 |
| 02/10/2026 | $74.86 | $74.86 | $74.46 | $74.62 | 556,200 |